Anic Equity¶

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Total return since start: 0.625 %¶

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Equity now: -----------------------------> 49626.89 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43586.72 Kr¶

PnL: ---------------------------------------> -1288.86 Kr¶

DD now: ---------------------------------> -6.577 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 10:05:51.726432'

Anic Portfolio¶

Today¶

Return: 0.1 %¶

This Week¶

Return: -2.216 %¶

Total portfolio value¶

Return including deposits: 62.466 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 4.880000 1498.750000 75.750000 5.320000 1423.000014
Nederman Holding 1 -2.840000 205.000000 6.000000 3.020000 199.000000
Hennes & Mauritz B 6 -0.770000 918.000000 6.000000 0.660000 912.000000
Profoto Holding 7 0.000000 585.200000 3.200000 0.550000 581.999999
Eastnine 6 0.550000 660.000000 3.000000 0.460000 657.000000
ASSA ABLOY B 4 -0.160000 987.200000 -5.800000 -0.580000 993.000000
Biotage 1 -3.240000 137.400000 -11.600000 -7.790000 149.000000
JM 7 -0.300000 937.300000 -12.700000 -1.340000 950.000002
OX2 12 -1.260000 895.200000 -13.800000 -1.520000 909.000000
Atrium Ljungberg B 5 -0.730000 887.500000 -16.500000 -1.830000 904.000000
AcadeMedia 20 -0.910000 961.200000 -16.800000 -1.720000 978.000000
Gränges 10 0.390000 1022.000000 -17.000000 -1.640000 1039.000000
BioGaia B 8 0.450000 884.000000 -20.000000 -2.210000 904.000000
Bufab 3 -0.340000 1056.000000 -20.000000 -1.860000 1076.000001
Vitrolife 3 -0.090000 656.400000 -20.600000 -3.040000 677.000001
Latour B 4 -1.650000 834.000000 -22.000000 -2.570000 856.000000
Investor B 3 -0.310000 635.700000 -22.300000 -3.390000 657.999999
Vitec Software Group B 2 -2.260000 1080.000000 -24.000000 -2.170000 1104.000000
SKF B 5 0.690000 955.000000 -25.000000 -2.550000 980.000000
Addnode Group B 7 -0.950000 879.200000 -25.800000 -2.850000 904.999998
Sandvik 4 0.390000 821.600000 -26.400000 -3.110000 848.000000
Creaspac SPAC 40 -0.210000 3804.000000 -30.000000 -0.780000 3834.000000
Byggmax Group 33 -0.490000 931.260000 -35.740000 -3.700000 966.999990
Hoist Finance 36 0.000000 972.000000 -39.000000 -3.860000 1010.999988
INVISIO 15 -0.630000 3532.500000 -39.500000 -1.110000 3571.999995
Alimak Group 12 -0.620000 966.000000 -41.000000 -4.070000 1007.000004
Hexatronic Group 15 -1.440000 1029.600000 -41.400000 -3.870000 1071.000000
Sagax B 4 -3.000000 842.000000 -43.000000 -4.860000 885.000000
HEXPOL B 8 -3.230000 911.200000 -45.800000 -4.790000 957.000000
Sagax A 4 -3.670000 840.000000 -46.000000 -5.190000 886.000000
EQT 4 -2.780000 825.600000 -47.400000 -5.430000 873.000000
Orrön Energy 170 -2.850000 1995.800000 -50.200000 -2.450000 2045.999980
Platzer Fastigheter Holding B 12 -1.450000 895.200000 -55.800000 -5.870000 951.000000
Catena 2 -1.480000 745.200000 -60.800000 -7.540000 806.000000
Hexagon B 26 -0.920000 3352.700000 -67.300000 -1.970000 3420.000012
VEF 788 -0.260000 1807.670000 -95.330000 -5.010000 1903.000300
Sedana Medical 93 2.900000 2639.340000 -344.240000 -11.540000 2983.577733
TOTAL 43586.720000 -1288.860000 -6.5765% 44875.578016

Updated:¶

'2023-06-21 10:06:09.014103'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶